+111.1%
MOS vs JBHT
+9,634.5%
-9,523.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.1% | +16.3% | +17.1% |
| 7D | +17.9% | +1.7% | +16.2% | +17.4% |
| 30D | +1.6% | -1.2% | +2.7% | +1.9% |
| 3M | -4.0% | -17.1% | +13.1% | +1.0% |
| 6M | -4.1% | -4.4% | +0.3% | -3.8% |
| YTD | -7.8% | +17.5% | -25.3% | -13.5% |
| 1Y | -15.6% | +32.6% | -48.2% | -23.7% |
| 3Y | -28.9% | +33.0% | -61.9% | -37.7% |
| 5Y | -36.8% | +20.3% | -57.1% | -43.6% |
| 10Y | +6.7% | +209.1% | -202.4% | -27.5% |
| All | +111.1% | +9,634.5% | -9,523.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling